The quality and consistency or your charcoal makes a big difference, even though the tooth on the paper was fine, if you use a very soft, almost pastel type consistency crumbly charcoal you can get it to really build up. Also try laying down a layer, then spraying it with a workable fixative(or hairspray) once the details are done, to give it some extra roughness to catch the charcoal and go over the areas you want to make darker